Identification of the equilibrium exchange rate pass-through effect in cointegrated VAR with an application to the Euro area
Year of publication: |
2017
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Authors: | Masten, Igor |
Published in: |
Economic and business review : EBR. - Ljubljana : Economic & Business Review, ISSN 2335-4216, ZDB-ID 2406428-2. - Vol. 19.2017, 1, p. 5-18
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Subject: | exchange rate pass-through effect | identification | cointegration analysis | Kointegration | Cointegration | Exchange Rate Pass-Through | Exchange rate pass-through | VAR-Modell | VAR model | Eurozone | Euro area | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries |
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